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An Introduction to the Analysis of Paths on a Riemannian Manifold by Daniel W. Stroock (Paperback, 2005)

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About this product

Product Information

This book aims to bridge the gap between probability and differential geometry. It gives two constructions of Brownian motion on a Riemannian manifold: an extrinsic one where the manifold is realized as an embedded sub manifold of Euclidean space and an intrinsic one based on the 'rolling' map. It is then shown how geometric quantities (such as curvature) are reflected by the behavior of Brownian paths and how that behavior can be used to extract information about geometric quantities. Readers should have a strong background in analysis with basic knowledge in stochastic calculus and differential geometry. Professor Stroock is a highly-respected expert in probability and analysis. The clarity and style of his exposition further enhance the quality of this volume. Readers will find an inviting introduction to the study of paths and Brownian motion on Riemannian manifolds.

Product Identifiers

Publisher
American Mathematical Society
ISBN-13
9780821838396
eBay Product ID (ePID)
86512626

Product Key Features

Author
Daniel W. Stroock
Publication Name
An Introduction to the Analysis of Paths on a Riemannian Manifold
Format
Paperback
Language
English
Subject
Mathematics
Publication Year
2005
Type
Textbook
Number of Pages
269 Pages

Additional Product Features

Title_Author
Daniel W. Stroock
Series Title
Mathematical Surveys and Monographs
Country/Region of Manufacture
United States